Complete Decentralization of Linear Quadratic Gaussian Control for the Discrete Wave Equation

Abstract: The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the problem is obtained. The main result of this work illustrates that for specific parameter values, the optimal LQG policy is completely decentralized, meaning only a measurement at spatial location $i$ is needed to compute an optimal control signal to actuate at this location. The relationship between performance and decentralization as a function of parameters is explored. Conditions for complete decentralization are related to metrics of kinetic and potential energy quantities and control effort.